Credit correlation : life after copulas / / editors, Alexander Lipton, Andrew Rennie.
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Year of Publication: | 2008 |
Language: | English |
Online Access: | |
Physical Description: | vii, 169 p. :; ill. |
Notes: | Reprinted from the International journal of theoretical and applied finance, v. 10, no. 4 (June 2007). |
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Other title: | Life after copulas International journal of theoretical and applied finance. |
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Bibliography: | Includes bibliographical references. |
ISBN: | 9789812709493 (hbk.) |
Hierarchical level: | Monograph |
Statement of Responsibility: | editors, Alexander Lipton, Andrew Rennie. |